An Iranian refugee – one of the first people to receive one of the Coalition's new temporary safe haven visas – has been found dead.

Omid Ali Avaz, 29, an Iranian of Kurdish ethnicity, is believed to have taken his own life.

Omid Ali Avaz.

Police at Dutton Park in Brisbane confirmed on Friday that the body of a 29-year-old "deceased immigrant" had been found and an investigation begun. The Queensland coroner has been alerted to Mr Avaz's apparent suicide.

Mr Avaz left a final voice message asking for a Christian burial. He had been being supported by the Catholic Church's Romero asylum seeker support service in Dutton Park.

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Since arriving in 2011, he had been in detention and community detention on a bridging visa.

During that time he had suffered mental illness and was treated at Brisbane's private Toowong Private mental hospital after a number of suicide attempts.

According to refugee advocates, Mr Avaz's health had deteriorated since learning news of the death of his mother.

He had also been concerned about his refugee status. Mr Avaz was assessed as a genuine refugee but, under the Coalition's rejigged visa system, he was granted a Humanitarian Stay (Temporary) visa, subclass 449, in late February.

Under the new system, the Minister for Immigration and Border Protection invites a person to apply for the safe haven visa and decides on the length of the visa period.

Mr Avaz was given 12 months.

The 449 visa, which allows a refugee to work in the community, is a first step to a Humanitarian Concern (Temporary) visa.

"Having these visas does NOT mean Australia accepts you are a refugee. It does mean that Australia has agreed to let you remain here for the length of your visa," the Department of Immigration states on its website.

Mr Avaz had been supported by Brisbane's Multicultural Development Association, which is said to be "shocked" at his passing. It referred inquiries to the Immigration Department.

Jeanie Walker, the president of the Australian Democrats in South Australia, who houses Iranian asylum seekers, has issued a press statement, saying she was "horrified" to hear of Mr Avaz's death.

"His name means 'hope', but we gave him none," she said.

"Omid was not on Manus. He was not even in a detention centre. But the damaging effects of the Abbott government's punitive policies reach even those asylum seekers living in the community."